Dotdigital Group Plc Stock Market Value
| DOTDF Stock | USD 1.20 0.03 2.44% |
| Symbol | Dotdigital |
Dotdigital Group 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dotdigital Group's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dotdigital Group.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Dotdigital Group on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding dotdigital Group Plc or generate 0.0% return on investment in Dotdigital Group over 30 days. Dotdigital Group is related to or competes with EGain, Marin Software, Society Pass, DatChat, VERB TECHNOLOGY, Meridianlink, and Alkami Technology. dotdigital Group Plc provides intuitive software as a service and managed services to digital marketing professionals wo... More
Dotdigital Group Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dotdigital Group's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess dotdigital Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 13.07 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 1.68 |
Dotdigital Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dotdigital Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dotdigital Group's standard deviation. In reality, there are many statistical measures that can use Dotdigital Group historical prices to predict the future Dotdigital Group's volatility.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | 0.0387 | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.7229 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dotdigital Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
dotdigital Group Plc Backtested Returns
At this point, Dotdigital Group is very risky. dotdigital Group Plc secures Sharpe Ratio (or Efficiency) of 0.0314, which denotes the company had a 0.0314% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for dotdigital Group Plc, which you can use to evaluate the volatility of the firm. Please confirm Dotdigital Group's Risk Adjusted Performance of 0.0287, coefficient of variation of 3184.25, and Standard Deviation of 1.75 to check if the risk estimate we provide is consistent with the expected return of 0.055%. Dotdigital Group has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0623, which means not very significant fluctuations relative to the market. As returns on the market increase, Dotdigital Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dotdigital Group is expected to be smaller as well. dotdigital Group Plc right now shows a risk of 1.75%. Please confirm dotdigital Group Plc potential upside, as well as the relationship between the daily balance of power and day typical price , to decide if dotdigital Group Plc will be following its price patterns.
Auto-correlation | 0.47 |
Average predictability
dotdigital Group Plc has average predictability. Overlapping area represents the amount of predictability between Dotdigital Group time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of dotdigital Group Plc price movement. The serial correlation of 0.47 indicates that about 47.0% of current Dotdigital Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
dotdigital Group Plc lagged returns against current returns
Autocorrelation, which is Dotdigital Group pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dotdigital Group's pink sheet expected returns. We can calculate the autocorrelation of Dotdigital Group returns to help us make a trade decision. For example, suppose you find that Dotdigital Group has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dotdigital Group regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dotdigital Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dotdigital Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dotdigital Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dotdigital Group Lagged Returns
When evaluating Dotdigital Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dotdigital Group pink sheet have on its future price. Dotdigital Group autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dotdigital Group autocorrelation shows the relationship between Dotdigital Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in dotdigital Group Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dotdigital Pink Sheet
Dotdigital Group financial ratios help investors to determine whether Dotdigital Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dotdigital with respect to the benefits of owning Dotdigital Group security.